V-Lab: Advantest Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Advantest Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.19% (+2.12%)

Analysis last updated: Sunday, April 21, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0490	13.28
$α$	0.0422	23.66
$β$	0.9541	523.08
$γ$	0.1936	12.94
$δ$	1.5542	29.90

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts